Here is some bugs I have found after hours playing.. Rockstar made a good job improving this game

If you go for a movie, you can aim the seller (don't shoot). He will run and scream. Don't follow him and wait at the theater. He will reapers again at the same position, this making an infinite loop of a crazy men running.

They may be some UFOs : some objects are standing in the air, frozen (rare).

When riding an horse, with the lasso take another horse (not a savage one) and try to move it. It will not move and stay in place, making something funny when your horse run.

My horse got stuck on a small wall, and I got a force re-spawn like 100 meters in the air (making me die of course).

Not really a glitch per se, but just north of Blackwater station on the bend out of the town is a telegraph pole that hasn't been positioned properly, it's actually on the rail and the train goes right through it, wonder what'd happen if you was on the train and were unlucky enough to get caught between the pole and some other obstacle while travelling.